CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 25-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7387 |
0.7377 |
-0.0011 |
-0.1% |
0.7399 |
High |
0.7389 |
0.7391 |
0.0002 |
0.0% |
0.7416 |
Low |
0.7387 |
0.7355 |
-0.0032 |
-0.4% |
0.7355 |
Close |
0.7389 |
0.7378 |
-0.0011 |
-0.1% |
0.7378 |
Range |
0.0002 |
0.0036 |
0.0034 |
1,675.0% |
0.0061 |
ATR |
0.0021 |
0.0022 |
0.0001 |
4.8% |
0.0000 |
Volume |
1 |
13 |
12 |
1,200.0% |
40 |
|
Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7481 |
0.7465 |
0.7398 |
|
R3 |
0.7446 |
0.7430 |
0.7388 |
|
R2 |
0.7410 |
0.7410 |
0.7385 |
|
R1 |
0.7394 |
0.7394 |
0.7381 |
0.7402 |
PP |
0.7375 |
0.7375 |
0.7375 |
0.7379 |
S1 |
0.7359 |
0.7359 |
0.7375 |
0.7367 |
S2 |
0.7339 |
0.7339 |
0.7371 |
|
S3 |
0.7304 |
0.7323 |
0.7368 |
|
S4 |
0.7268 |
0.7288 |
0.7358 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7566 |
0.7533 |
0.7412 |
|
R3 |
0.7505 |
0.7472 |
0.7395 |
|
R2 |
0.7444 |
0.7444 |
0.7389 |
|
R1 |
0.7411 |
0.7411 |
0.7384 |
0.7397 |
PP |
0.7383 |
0.7383 |
0.7383 |
0.7376 |
S1 |
0.7350 |
0.7350 |
0.7372 |
0.7336 |
S2 |
0.7322 |
0.7322 |
0.7367 |
|
S3 |
0.7261 |
0.7289 |
0.7361 |
|
S4 |
0.7200 |
0.7228 |
0.7344 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7416 |
0.7355 |
0.0061 |
0.8% |
0.0017 |
0.2% |
38% |
False |
True |
8 |
10 |
0.7445 |
0.7355 |
0.0090 |
1.2% |
0.0012 |
0.2% |
26% |
False |
True |
14 |
20 |
0.7626 |
0.7355 |
0.0271 |
3.7% |
0.0011 |
0.2% |
9% |
False |
True |
8 |
40 |
0.7656 |
0.7355 |
0.0301 |
4.1% |
0.0012 |
0.2% |
8% |
False |
True |
9 |
60 |
0.7656 |
0.7355 |
0.0301 |
4.1% |
0.0011 |
0.2% |
8% |
False |
True |
10 |
80 |
0.7656 |
0.7355 |
0.0301 |
4.1% |
0.0010 |
0.1% |
8% |
False |
True |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7541 |
2.618 |
0.7483 |
1.618 |
0.7448 |
1.000 |
0.7426 |
0.618 |
0.7412 |
HIGH |
0.7391 |
0.618 |
0.7377 |
0.500 |
0.7373 |
0.382 |
0.7369 |
LOW |
0.7355 |
0.618 |
0.7333 |
1.000 |
0.7320 |
1.618 |
0.7298 |
2.618 |
0.7262 |
4.250 |
0.7204 |
|
|
Fisher Pivots for day following 25-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7376 |
0.7386 |
PP |
0.7375 |
0.7383 |
S1 |
0.7373 |
0.7381 |
|